Gabriel Rodríguez
Names
| first: |
Gabriel |
| last: |
Rodríguez |
Identifer
Contact
| phone: |
+511-626-200 (4998) |
| postal address: |
Pontificia Universidad Católica del Perú
Department of Economics
1801 Universitaria Avenue
Lima 32
Lima, Peru
Telephone: +511 626 2000 - 4998
Fax: +511 626 2874
E-Mail: gabriel.rodriguez@pucp. |
Affiliations
-
Pontificia Universidad Católica del Perú
/ Departamento de Economía
Research profile
author of:
- Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru (RePEc:ags:reapec:143270)
by Rodríguez, Gabriel - Searching For Additive Outliers In Nonstationary Time Series (RePEc:bla:jtsera:v:24:y:2003:i:2:p:193-220)
by Pierre Perron & Gabriel Rodríguez - Structural Breaks and Convergence in the Regions of Peru: 1970–2010 (RePEc:bla:rdevec:v:19:y:2015:i:2:p:346-357)
by Augusto Delgado & Gabriel Rodríguez - Single-equation tests for Cointegration with GLS Detrended Data (RePEc:bos:wpaper:wp2013-016)
by Gabriel Rodriguez & Pierre Perron - Residuals-based Tests for Cointegration with GLS Detrended Data (RePEc:bos:wpaper:wp2015-017)
by Pierre Perron & Gabriel RodrÃguez - Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output (RePEc:car:carecp:01-07)
by Gabriel Rodriguez & Nicholas Rowe - Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú (RePEc:cml:moneta:v:xxxii:y:2009:i:1:p:47-61)
by Alberto Humala & Gabriel Rodríguez - Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models (RePEc:dah:aeqaeq:v61_y2015_i3_q3_p261-292)
by Edgar Ventura Neyra & Gabriel Rodríguez - Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007 (RePEc:eaa:aeinde:v:10:y:2010:i:1_10)
by Gabriel RODRIGUEZ - Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (RePEc:ect:emjrnl:v:9:y:2006:i:2:p:225-251)
by Hui Liu & Gabriel Rodríguez - Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries (RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141)
by Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul - Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory (RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420)
by Rodríguez, Gabriel - The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656)
by Guevara, Carlos & Rodríguez, Gabriel - Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607)
by Ataurima Arellano, Miguel & Rodríguez, Gabriel - Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions (RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000888)
by Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi - GLS detrending, efficient unit root tests and structural change (RePEc:eee:econom:v:115:y:2003:i:1:p:1-27)
by Perron, Pierre & Rodriguez, Gabriel - Why U.S. money does not cause U.S. output, but does cause Hong Kong output (RePEc:eee:jimfin:v:26:y:2007:i:7:p:1174-1186)
by Rodriguez, Gabriel & Rowe, Nicholas - Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 (RePEc:eee:jmacro:v:34:y:2012:i:4:p:1154-1166)
by Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel - An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns (RePEc:eee:quaeco:v:69:y:2018:i:c:p:155-173)
by Lengua Lafosse, Patricia & Rodríguez, Gabriel - Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods (RePEc:eee:quaeco:v:80:y:2021:i:c:p:272-286)
by Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B. - A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets (RePEc:eee:reveco:v:89:y:2024:i:pa:p:1385-1403)
by Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian - Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis (RePEc:eee:soceco:v:44:y:2013:i:c:p:59-67)
by Maertens Odria, Luís Ricardo & Rodríguez, Gabriel - Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry (RePEc:eee:streco:v:16:y:2005:i:1:p:137-158)
by Rodriguez, Gabriel & Sloboda, Michael J. - The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru (RePEc:eee:streco:v:46:y:2018:i:c:p:13-25)
by Bazán-Palomino, Walter & Rodríguez, Gabriel - Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models (RePEc:eee:streco:v:64:y:2023:i:c:p:314-332)
by Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel - Unknown item RePEc:eme:ijse00:03068291211224937 (article)
- Unknown item RePEc:eme:ijsepp:03068291211224937 (article)
- The unemployment rate, unemployment volatility, and crime (RePEc:eme:ijsepp:v:39:y:2012:i:6:p:440-448)
by Firouz Fallahi & Hamed Pourtaghi & Gabriel Rodríguez - Unknown item RePEc:eme:jes000:01443580610639875 (article)
- Unknown item RePEc:eme:jes000:jes-04-2013-0057 (article)
- Unknown item RePEc:eme:jes000:jes-04-2017-0089 (article)
- Unknown item RePEc:eme:jes000:jes-05-2020-0199 (article)
- The role of the interprovincial transfers in theβ‐convergence process (RePEc:eme:jespps:01443580610639875)
by Gabriel Rodríguez - Unknown item RePEc:eme:jespps:jes-04-2013-0057 (article)
- Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors (RePEc:eme:jespps:jes-04-2017-0089)
by Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano - The effects of corruption on growth, human development and natural resources sector: empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries (RePEc:eme:jespps:jes-05-2020-0199)
by Dante A. Urbina & Gabriel Rodríguez - Structural breaks and labor market disparities in the Canadian provinces (RePEc:eme:jespps:v:42:y:2015:i:2:p:322-342)
by Firouz Fallahi & Gabriel Rodríguez - Unknown item repec:eme:sef000:10867371311325444
- Unknown item RePEc:eme:sefpps:10867371311325444 (article)
- Some stylized facts of return in the foreign exchange and stock markets in Peru (RePEc:eme:sefpps:v:30:y:2013:i:2:p:139-158)
by Alberto Humala & Gabriel Rodriguez - Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations (RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932)
by Ricardo Quineche & Gabriel Rodríguez - A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets (RePEc:grz:wpaper:2021-14)
by Hans Manner & Gabriel Rodriguez & Florian Stöckler - Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts? (RePEc:ids:ijmefi:v:9:y:2016:i:1:p:45-66)
by Andrés Herrera Aramburú & Gabriel Rodríguez - Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru (RePEc:ila:anaeco:v:32:y:2017:i:1:p:69-94)
by Gabriel Rodriguez - Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns (RePEc:ioe:cuadec:v:52:y:2015:i:2:p:185-211)
by Gabriel Rodríguez & Roxana Tramontana Tocto - Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR (RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09374-0)
by Alexander Boca Saravia & Gabriel Rodríguez - GLS Detrending, Efficient Unit Root Tests and Structural Change (RePEc:mtl:montde:9809)
by PERRON, Pierre & RODRIGUEZ, Gabriel - Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru (RePEc:oec:stdkab:5km33sfv0xxn)
by Gabriel Rodríguez - Residual Based Tests for Cointegration with GLS Detrended Data (RePEc:ott:wpaper:0004e)
by Perron, P. & Rodriguez, G. - Seraching for Additive Outliers in Nonstationary Time Series (RePEc:ott:wpaper:0005e)
by Perron, P. & Rodriguez, G. - Estimation of the Taylor Rule for Canada Under Multiple Structural Changes (RePEc:ott:wpaper:0107e)
by Gabriel Rodriguez - Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change (RePEc:ott:wpaper:0108e)
by Gabriel Rodriguez & Yiagadeesen Samy - Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output (RePEc:ott:wpaper:0201e)
by Gabriel Rodriguez & Nicholas Rowe - Indirect Patent Citations (RePEc:ott:wpaper:0302e)
by Gamal Atallah & Gabriel Rodriguez - The Role of the Interprovincial Transfers in the B-Convergence Process. Further Empirical Evidence for CanadaAbstract: Based on the approach of Timljonavich and Vogelsang (2002), I present empirical e (RePEc:ott:wpaper:0305e)
by Gabriel Rodriguez - Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data (RePEc:ott:wpaper:0306e)
by Emir Emiray & Gabriel Rodriguez - Human Activities and Global Warming: A Cointegration Analysis (RePEc:ott:wpaper:0307e)
by Hui Liu & Gabriel Rodriguez - Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates (RePEc:ott:wpaper:0308e)
by Indira Romero & Gabriel Rodriguez - Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model (RePEc:ott:wpaper:0309e)
by Gabriel Rodriguez - Are Canadian Regional Business Cycles All Alike? (RePEc:ott:wpaper:0310e)
by Gabriel Rodriguez - Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution (RePEc:ott:wpaper:0602e)
by Hui Liu & Gabriel Rodriguez - Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada (RePEc:ott:wpaper:0603e)
by Gabriel Rodriguez - Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data (RePEc:ott:wpaper:0604e)
by Gabriel Rodriguez - Using Markov-Switching Models to Identify the Link between Unemployment and Criminality (RePEc:ott:wpaper:0701e)
by Firouz Fallahi & Gabriel Rodríguez - Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model
[Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú] (RePEc:oup:cesifo:v:68:y:2022:i:1:p:98-126.)
by Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B. - Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos (RePEc:pab:rmcpee:v:23:y:2017:i:1:p:48-74)
by Rodríguez, Gabriel - Una nota empírica sobre outliers aditivos y no estacionariedad en series de inflación en América Latina (RePEc:pcp:pucchp:lde-2009-02-05)
by Gabriel Rodríguez - Movilidad en los mercados laborales del Perú: 2007-2011 (RePEc:pcp:pucchp:lde-2012-01-08)
by José Rodríguez & Gabriel Rodríguez - Consumo de Alimentos en Sectores Populares (RePEc:pcp:pucotr:otr-1993-02)
by Gabriel Rodriguez - Comportamiento de las Tasas de desempleo regionales en España (RePEc:pcp:pucotr:otr-2011-01)
by Gabriel Rodriguez & Dionisio Ramirez - Demanda de dinero y estacionalidad en el mercado monetario (RePEc:pcp:pucrev:y:1994:i:32:p:141-157)
by Gabriel H. Rodríguez - Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta (RePEc:pcp:pucrev:y:2011:i:67:p:126-162)
by Guillermo Lavanda & Gabriel Rodríguez - GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural (RePEc:pcp:pucrev:y:2012:i:69:p:174-203)
by Pierre Perron & Gabriel Rodríguez - Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima (RePEc:pcp:pucrev:y:2012:i:70:p:190-223)
by Gabriel Rodríguez & Alfredo Vargas - Understanding the functional central limit theorems with some applications to unit root testing with structural change (RePEc:pcp:pucrev:y:2013:i:71:p:107-149)
by Juan Carlos Aquino & Gabriel Rodríguez - A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series (RePEc:pcp:pucrev:y:2014:i:73:p:113-132)
by Gabriel Rodriguez & Dionisio Ramirez - Application of three non-linear econometric approaches to identify business cycles in Peru (RePEc:pcp:pucwps:wp00284)
by Gabriel Rodríguez - Is there a link between unemployment and criminality in the us economy? Further evidence (RePEc:pcp:pucwps:wp00285)
by Firouz Fallahi & Gabriel Rodríguez - Persistence of unemployment in the canadian provinces (RePEc:pcp:pucwps:wp00286)
by Firouz Fallahi & Gabriel Rodríguez - Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta (RePEc:pcp:pucwps:wp00302)
by Guillermo Lavanda & Gabriel Rodriguez - Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007 (RePEc:pcp:pucwps:wp00314)
by Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez - A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation (RePEc:pcp:pucwps:wp00315)
by Alberto Humala & Gabriel Rodríguez - Estimation Of A Time Varying Natural Interest Rate For Peru (RePEc:pcp:pucwps:wp00316)
by Alberto Humala & Gabriel Rodríguez - Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change (RePEc:pcp:pucwps:wp00319)
by Juan Carlos Aquino & Gabriel Rodríguez - Convergence In The Canadian Provinces: Evidence Using Unemployment Rates (RePEc:pcp:pucwps:wp00322)
by Firouz Fallahi & Gabriel Rodríguez - Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima (RePEc:pcp:pucwps:wp00323)
by Gabriel Rodríguez & Alfredo Vargas - Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru (RePEc:pcp:pucwps:wp00325)
by Alberto Humala & Gabriel Rodriguez - Residual test for cointegration with GLS detrended data (RePEc:pcp:pucwps:wp00327)
by Pierre Perron & Gabriel Rodriguez - Explaining the Transition Probabilities in the Peruvian Labor Market (RePEc:pcp:pucwps:wp00334)
by José Rodriguez & Gabriel Rodriguez - Inflation Expectations Formation In The Presence Of Policy Shifts And Structural Breaks: An Experimental Analysis (RePEc:pcp:pucwps:wp00339)
by Luis Ricardo Maertens & Gabriel Rodríguez - Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models (RePEc:pcp:pucwps:wp00340)
by Edgar Ventura & Gabriel Rodríguez - A comparison between Tau-d and the procedure TRAMO-SEATS is also included (RePEc:pcp:pucwps:wp00355)
by Gabriel Rodriguez & Dionisio Ramirez - A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers (RePEc:pcp:pucwps:wp00356)
by Gabriel Rodriguez - A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series (RePEc:pcp:pucwps:wp00357)
by Gabriel Rodriguez & Dionisio Ramirez - Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 (RePEc:pcp:pucwps:wp00365)
by Augusto Delgado & Gabriel Rodríguez - Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? (RePEc:pcp:pucwps:wp00367)
by Dionisio Ramirez & Gabriel Rodríguez - Trend-cycle decomposition for Peruvian GDP: Application of an alternative method (RePEc:pcp:pucwps:wp00368)
by Ángel Guillén & Gabriel Rodríguez - An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns (RePEc:pcp:pucwps:wp00383)
by Junior Ojeda & Gabriel Rodriguez - The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru (RePEc:pcp:pucwps:wp00384)
by Walter Bazan-Palomino & Gabriel Rodriguez - An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns (RePEc:pcp:pucwps:wp00385)
by Gabriel Rodriguez & Roxana Tramontana - Driving Economic Fluctuations in Peru: The Role of the Terms of Trade (RePEc:pcp:pucwps:wp00389)
by Gabriel Rodriguez & Pierina Villanueva - Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)? (RePEc:pcp:pucwps:wp00390)
by Augusto Delgado & Gabriel Rodríguez - Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation (RePEc:pcp:pucwps:wp00392)
by Willy Alanya & Gabriel Rodríguez - Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts? (RePEc:pcp:pucwps:wp00393)
by Andres Herrera & Gabriel Rodríguez - Extreme Value Theory: An Application to the Peruvian Stock Market Returns (RePEc:pcp:pucwps:wp00394)
by Alfredo Calderon Vela & Gabriel Rodríguez - Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America (RePEc:pcp:pucwps:wp00395)
by Renzo Pardo Figueroa & Gabriel Rodríguez - Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns (RePEc:pcp:pucwps:wp00400)
by Paul Bedón Garcia & Gabriel Rodriguez - Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model (RePEc:pcp:pucwps:wp00403)
by Gabriel Rodríguez - Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change (RePEc:pcp:pucwps:wp00404)
by Ricardo Quineche Uribe & Gabriel Rodríguez - A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns (RePEc:pcp:pucwps:wp00405)
by Patricia Lengua Lafosse & Cristian Bayes & Gabriel Rodríguez - Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets (RePEc:pcp:pucwps:wp00413)
by Gabriel Rodriguez & Willy Alanya - Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts (RePEc:pcp:pucwps:wp00414)
by Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén - An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un modelo (RePEc:pcp:pucwps:wp00415)
by Gabriel Rodríguez & José Carlos Gonzáles Tanaka - Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y cam (RePEc:pcp:pucwps:wp00416)
by Gabriel Rodríguez - Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors (RePEc:pcp:pucwps:wp00435)
by Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano - Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models (RePEc:pcp:pucwps:wp00436)
by Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez - The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach (RePEc:pcp:pucwps:wp00467)
by Gabriel Rodríguez & Carlos Guevara - Peru's Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis (RePEc:pcp:pucwps:wp00478)
by Gabriel Rodríguez & Juan Palomino - Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR (RePEc:pcp:pucwps:wp00480)
by Alexander Boca Saravia & Gabriel Rodríguez - Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets (RePEc:pcp:pucwps:wp00481)
by Carlos A. Abanto-Valle & Gabriel Rodríguez & Hernán B. Garrafa-Aragón - Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru (RePEc:pcp:pucwps:wp00483)
by Jefferson Martínez & Gabriel Rodríguez - Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models (RePEc:pcp:pucwps:wp00484)
by Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez - Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model (RePEc:pcp:pucwps:wp00485)
by Jhonatan Portilla Goicochea & Gabriel Rodríguez - Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models (RePEc:pcp:pucwps:wp00489)
by Álvaro Jiménez & Gabriel Rodríguez - Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets (RePEc:pcp:pucwps:wp00502)
by Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón - Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions (RePEc:pcp:pucwps:wp00504)
by Gabriel Rodríguez & Paul Castillo & Harumi Hasegawa - Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models (RePEc:pcp:pucwps:wp00507)
by Junior A. Ojeda Cunya & Gabriel Rodríguez - Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models (RePEc:pcp:pucwps:wp00508)
by Gabriel Rodríguez & Renato Vassallo - Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility (RePEc:pcp:pucwps:wp00509)
by Gabriel Rodríguez & Paulo Chávez - Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models (RePEc:pcp:pucwps:wp00510)
by Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros - Human activities and global warming: a cointegration analysis (RePEc:pra:mprapa:9939)
by Liu, Hui & Rodríguez, Gabriel - Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú (RePEc:rbp:esteco:ree-15-01)
by Rodríguez,Gabriel - Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú (RePEc:rbp:moneda:moneda-147-05)
by Humala, Alberto & Rodríguez, Gabriel & Herrera, Andrés - Application of Three Alternative Approaches to Identify Business Cycles in Peru (RePEc:rbp:wpaper:2007-007)
by Rodriguez Gabriel - Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru (RePEc:rbp:wpaper:2007-008)
by Rodriguez Gabriel - Have European Unemployment Rates Converged? (RePEc:rbp:wpaper:2009-007)
by Ramírez Carrera, Dionisio & Rodríguez, Gabriel - Foreign Exchange Intervention and Exchange Rate Volatility in Peru (RePEc:rbp:wpaper:2009-008)
by Humala, Alberto & Rodríguez, Gabriel - Estimation of a Time Varying Natural Interest Rate for Peru (RePEc:rbp:wpaper:2009-009)
by Humala, Alberto & Rodríguez, Gabriel - Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru (RePEc:rbp:wpaper:2009-010)
by Rodríguez, Gabriel - Estimating Output Gap, Core Inflation, and the NAIRU for Peru (RePEc:rbp:wpaper:2009-011)
by Rodríguez, Gabriel - Some stylized facts of returns in the foreign exchange and stock markets in Peru (RePEc:rbp:wpaper:2010-017)
by Humala, Alberto & Rodriguez, Gabriel - An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns (RePEc:rbp:wpaper:2015-004)
by Rodríguez, Gabriel & Tramontana, Roxana - Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate? (RePEc:rfa:journl:v:2:y:2014:i:1:p:105-120)
by Dionisio Ramirez & Gabriel Rodr¨ªguez - Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation (RePEc:sae:emffin:v:17:y:2018:i:3:p:354-385)
by Willy Alanya & Gabriel RodrÃguez - Persistence of Unemployment in the Canadian Provinces (RePEc:sae:inrsre:v:34:y:2011:i:4:p:438-458)
by Firouz Fallahi & Gabriel RodrÃguez - The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities (RePEc:sae:jospec:v:6:y:2005:i:3:p:314-324)
by Marc Lavoie & Gabriel RodrÃguez - An empirical note about additive outliers and nonstationarity in Latin-American inflation series (RePEc:spr:empeco:v:29:y:2004:i:2:p:361-372)
by Gabriel Rodríguez - Driving economic fluctuations in Peru: the role of the terms of trade (RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1318-2)
by Gabriel Rodríguez & Pierina Villanueva Vega & Paul Castillo Bardalez - Trend-cycle decomposition for Peruvian GDP: application of an alternative method (RePEc:spr:laecrv:v:23:y:2014:i:1:p:1-44)
by Ángel Guillén & Gabriel Rodríguez - An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components (RePEc:spr:portec:v:18:y:2019:i:2:d:10.1007_s10258-019-00156-1)
by Gabriel Rodríguez & Junior A. Ojeda Cunya & José Carlos Gonzáles Tanaka - On the value of information in the presence of moral hazard (RePEc:spr:reecde:v:10:y:2007:i:4:p:341-361)
by G. Rodriguez - Indirect patent citations (RePEc:spr:scient:v:67:y:2006:i:3:d:10.1556_scient.67.2006.3.7)
by Gamal Atallah & Gabriel Rodríguez - Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts (RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0271-z)
by Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez - Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru (RePEc:spr:weltar:v:159:y:2023:i:1:d:10.1007_s10290-022-00460-7)
by Dante A. Urbina & Gabriel Rodríguez - Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility (RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1)
by Paulo Chávez & Gabriel Rodríguez - Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru (RePEc:taf:apeclt:v:12:y:2005:i:13:p:841-844)
by Thierno Balde & Gabriel Rodriguez - Foreign exchange intervention and exchange rate volatility in Peru (RePEc:taf:apeclt:v:17:y:2010:i:15:p:1485-1491)
by Alberto Humala & Gabriel Rodriguez - A factorial decomposition of inflation in Peru: an alternative measure of core inflation (RePEc:taf:apeclt:v:19:y:2012:i:14:p:1331-1334)
by Alberto Humala & Gabriel Rodr�guez - Analysing the effects of labour standards on US export performance. A time series approach with structural change (RePEc:taf:applec:v:35:y:2003:i:9:p:1043-1051)
by Gabriel Rodriguez & Yiagadeesen Samy - The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates (RePEc:taf:applec:v:39:y:2007:i:21:p:2713-2722)
by Gabriel Rodriguez & Indira Romero - Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation (RePEc:taf:irapec:v:18:y:2004:i:2:p:127-149)
by Marc Lavoie & Gabriel Rodriguez & Mario Seccareccia - An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns (RePEc:taf:macfem:v:9:y:2016:i:1:p:34-55)
by Junior A. Ojeda Cunya & Gabriel Rodríguez - Residuals‐based tests for cointegration with generalized least‐squares detrended data (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:84-111)
by Pierre Perron & Gabriel Rodríguez - Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets (RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500036)
by Willy Alanya & Gabriel Rodríguez